An Explicit Multistep Scheme for Mean-Field Forward-Backward Stochastic Differential Equations (Q5079565)

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scientific article; zbMATH DE number 7533109
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An Explicit Multistep Scheme for Mean-Field Forward-Backward Stochastic Differential Equations
scientific article; zbMATH DE number 7533109

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    An Explicit Multistep Scheme for Mean-Field Forward-Backward Stochastic Differential Equations (English)
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    27 May 2022
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    mean-field forward backward stochastic differential equations
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    explicit multistep scheme
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    error estimates
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